+977.1%
BE vs ARES
+745.5%
+231.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -0.4% |
| 7D | +23.9% | -2.7% | +26.6% | +26.6% |
| 30D | +27.8% | -2.4% | +30.2% | +29.6% |
| 3M | +3.7% | +3.9% | -0.2% | -0.8% |
| 6M | +78.0% | +26.4% | +51.6% | +42.5% |
| YTD | +209.9% | -14.9% | +224.8% | +236.6% |
| 1Y | +389.6% | -20.4% | +410.0% | +462.5% |
| 3Y | +1,730.6% | +38.8% | +1,691.8% | +1,168.6% |
| 5Y | +1,227.8% | +97.0% | +1,130.8% | +586.0% |
| All | +977.1% | +745.5% | +231.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling